A self-energising brake assembly, particularly for braking a drive shaft of a heavy tracked vehicle such as a tank, has a pair of discs carrying friction pads borne to rotate with the shaft. These friction discs are located to either side of a central non-rotating water-cooled disc assembly. A control brake disc is also borne to rotate with the shaft but capable of turning relative to the same via a ball screw assembly. To apply the brake the control disc is retarded relative to the shaft by means of an associated caliper, which causes relative axial movement between the inner and outer rings of the ball screw. This movement drives the friction disc axially along the shaft, on a ball spline, towards the friction disc, thus clamping the non-rotating disc between the two friction discs and braking the shaft.